+250.7%
HOOD vs SRE
+47.3%
+203.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +17.1% | -0.3% | +17.4% | +17.3% |
| 30D | +31.6% | -0.7% | +32.3% | +31.1% |
| 3M | +38.2% | -6.3% | +44.6% | +41.0% |
| 6M | +48.5% | -10.7% | +59.2% | +54.8% |
| YTD | +8.0% | -3.5% | +11.4% | +7.2% |
| 1Y | +18.7% | +5.3% | +13.4% | +11.6% |
| 3Y | +999.1% | +31.8% | +967.3% | +810.9% |
| 5Y | +181.7% | +47.4% | +134.3% | +150.1% |
| All | +250.7% | +47.3% | +203.4% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling